The Nexus between Lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR Model

The contribution of this paper is twofold. First, we introduce a daily vector autoregression (VAR) model for the US economy that allows discerning between lockdown shocks and a real business cycle shocks. With this methodology at hand, we then evaluate the impact of lockdown measures on economic un...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
में प्रकाशित:MAGKS - Joint Discussion Paper Series in Economics (Band 32-2021)
मुख्य लेखक: Hafemann, Lucas
स्वरूप: लेख
भाषा:अंग्रेज़ी
प्रकाशित: Philipps-Universität Marburg 2021
विषय:
ऑनलाइन पहुंच:पीडीएफ पूर्ण पाठ
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MAGKS - Joint Discussion Paper Series in Economics